scientific article; zbMATH DE number 3374825
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Publication:5646256
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- Some overall properties of seemingly unrelated regression models
- The general Gauss-Markov model with possibly singular dispersion matrix
- On the equality of the BLUPs under two linear mixed models
- Some equalities for estimations of partial coefficients under a general linear regression model
- Linearized regression model with constraints of type II.
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
- Linear conform transformation: errors in both coordinate systems.
- On estimation of variance components with constraints
- Some equalities for estimations of variance components in a general linear model and its restricted and transformed models
- Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
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- On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
- Recursive improvement of estimates in a Gauss-Markov model with linear restrictions
- On the natural restrictions in the singular Gauss-Markov model
- On an additive decomposition of the BLUE in a multiple-partitioned linear model
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- The regular shorted matrix and the hybrid sum
- On a mixed model analysis of multi-environment variety trials: a reconsideration of the one-stage and the two-stage models and analyses
- A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model
- Best affine unbiased response decomposition
- Characterizing relationships between estimations under a general linear model with explicit and implicit restrictions by rank of matrix
- Estimation under a general partitioned linear model
- Linear sufficiency in a general growth curve model
- Different kinds of sufficiency in the general Gauss-Markov model
- Statistical estimation by a linear combination of two given statistics
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- Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models
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- Projections under seminorms and generalized Moore Penrose inverses
- Gauss-Markov and weighted least-squares estimation under a general growth curve model
- On equalities for BLUEs under misspecified Gauss-Markov models
- On decompositions of estimators under a general linear model with partial parameter restrictions
- Transformation approaches of linear random-effects models
- Adjusting of estimates in general linear model with respect to linear restrictions
- Statistical inference of a partitioned linear random-effects model
- On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk
- On best linear unbiased estimation and prediction under a constrained linear random-effects model
- Statistical analysis of a linear regression model with restrictions and superfluous variables
- On equalities of BLUEs for a multiple restricted partitioned linear model
- Special generalized inverse matrices connected with the theory of unified least squares
- Simultaneous diagonalization of rectangular matrices
- Bayes estimation in linear models: A coordinate-free approach
- Risk performance of some shrinkage estimators
- Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
- Further remarks on permissible covariance structures for simultaneous retention of BLUEs in linear models
- Matrix rank and inertia formulas in the analysis of general linear models
- A new analysis of the relationships between a general linear model and its mis-specified forms
- Canonical ridge and econometrics of joint production
- Underparametrization in a regression model with constraints. II.
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